Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48015.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46621.02 Kr¶

PnL: ---------------------------------------> -267.55 Kr¶

DD now: ---------------------------------> -1.263 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 17:25:31.283448'

Anic Portfolio¶

Today¶

Return: 1.015 %¶

This Week¶

Return: 1.015 %¶

Total¶

Return: 57.192 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.260000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 0.830000 3161.600000 190.600000 6.420000 2971.000006
Corem Property Group B 59 6.610000 685.580000 108.580000 18.820000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.670000 457.600000 102.600000 28.900000 355.000000
HMS Networks 2 0.790000 717.600000 44.600000 6.630000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.220000 1690.800000 36.800000 2.220000 1653.999996
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
OEM International B 7 2.220000 548.800000 20.800000 3.940000 527.999997
Nordea Bank Abp 29 0.740000 3474.780000 20.780000 0.600000 3453.999992
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Intrum 4 2.440000 545.400000 18.400000 3.490000 527.000000
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
MedCap 2 3.070000 437.000000 16.000000 3.800000 421.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.120000 553.920000 10.920000 2.010000 543.000000
Resurs Holding 22 -0.110000 584.320000 10.320000 1.800000 573.999998
CTEK 13 4.790000 542.750000 8.750000 1.640000 533.999999
Essity B 2 1.040000 582.400000 8.400000 1.460000 574.000000
AcadeMedia 12 0.470000 564.000000 7.000000 1.260000 557.000004
Handelsbanken A 5 0.640000 549.250000 3.250000 0.600000 546.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.720000 565.050000 1.050000 0.190000 564.000000
Securitas B 6 1.150000 570.120000 0.120000 0.020000 570.000000
SAAB B 8 1.390000 3328.000000 -49.000000 -1.450000 3377.000000
Sampo Oyj SDB 7 0.840000 3794.000000 -56.000000 -1.450000 3850.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
OX2 18 -1.880000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.730000 3581.500000 -174.500000 -4.650000 3756.000001
Ovzon 52 1.220000 3031.600000 -330.400000 -9.830000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46621.020000 -267.550000 -1.26258% 46888.564618

Updated:¶

'2023-01-16 17:25:43.881873'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶